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We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…

Mathematical Physics · Physics 2014-01-16 Daniele Andreucci , Dario Bellaveglia , Emilio N. M. Cirillo , Silvia Marconi

The classical Fokker-Planck equation (FPE) is a key tool in physics for describing systems influenced by drag forces and Gaussian noise, with applications spanning multiple fields. We consider the fractional Fokker-Planck equation (FFPE),…

Numerical Analysis · Mathematics 2026-04-30 Qihao Ye , Xiaochuan Tian , Dong Wang

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…

Statistical Mechanics · Physics 2013-03-19 Daniel Fulger , Enrico Scalas , Guido Germano

Simulations with an adaptive time-dependent bias, such as metadynamics, enable an efficient exploration of the conformational space of a system. However, the dynamic information of the system is altered by the bias. With infrequent…

Using scaling arguments and extensive numerical simulations, we study dynamics of a tracer particle in a corrugated channel represented by a periodic sequence of broad chambers and narrow funnel-like bottlenecks enclosed by a hard-wall…

Statistical Mechanics · Physics 2023-07-19 A. Valov , V. Avetisov , S. Nechaev , G. Oshanin

The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…

Statistical Mechanics · Physics 2015-06-05 S. Hwang , D. -S. Lee , B. Kahng

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

We develop an asynchronous event-driven First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems involving multiple diffusing and reacting species of spherical particles in two and three dimensions. The…

Materials Science · Physics 2015-05-13 A. Donev , V. V. Bulatov , T. Oppelstrup , G. H. Gilmer , B. Sadigh , M. H. Kalos

We investigate the short-time dynamics of a delta-function potential barrier on an initially confined wave-packet. There are mainly two conclusions: A) At short times the probability density of the first particles that passed through the…

Quantum Physics · Physics 2007-05-23 Er'el Granot , Avi Marchewka

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…

Statistical Mechanics · Physics 2016-08-31 Eli Barkai

We consider the motion of semiflexible polymers in double-well potentials. We calculate shape, energy, and effective diffusion constant of kink excitations, and in particular their dependence on the bending rigidity of the semiflexible…

Statistical Mechanics · Physics 2009-11-11 P. Kraikivski , R. Lipowsky , J. Kierfeld

Long DNA molecules can be mapped by cutting them with restriction enzymes inside a narrow channel. Once cut, the individual fragments thus produced move away from each other due to diffusion and entropic effects. We investigate how long it…

Soft Condensed Matter · Physics 2025-06-11 Hanyang. Wang , Gary W Slater

The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…

Statistical Mechanics · Physics 2024-09-11 S. P. Fitzgerald , A. Bailey Hass , G. Díaz Leines , A. J. Archer

We investigate the problem of polymer translocation through a nanopore in the absence of an external driving force. To this end, we use the two-dimensional (2D) fluctuating bond model with single-segment Monte Carlo moves. To overcome the…

Computational Physics · Physics 2012-12-06 Kaifu Luo , Tapio Ala-Nissila , See-chen Ying

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…

Statistical Mechanics · Physics 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov